Global convergence property of modified Levenberg-Marquardt methods for nonsmooth equations.

DOI10.1007/S10492-011-0027-YMaRDI QIDQ664403zbMATH OpenOpenAlexFDO

Authors Yan Gao, Shouqiang Du

Publication date 1 March 2012

Published in Applications of Mathematics (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/197232, http://hdl.handle.net/10338.dmlcz/141620

zbMATH Keywords

global convergencemodified Levenberg-Marquardt methodnonlinear complementarity problemnonsmooth equationnumerical results

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cites work

• A modified Levenberg-Marquardt method for nonsmooth equations with finitely many maximum functions
• A nonsmooth inexact Newton method for the solution of large-scale nonlinear complementarity problems
• A nonsmooth version of Newton's method
• A parameterized Newton method and a quasi-Newton method for nonsmooth equations
• A special newton-type optimization method
• Computing a Trust Region Step
• Modified Newton methods for solving a semismooth reformulation of monotone complementarity problems
• Newton methods for solving two classes of nonsmooth equations.
• On almost smooth functions and piecewise smooth functions
• On NCP-functions
• On the resolution of monotone complementarity problems
• Solution point characterizations and convergence analysis of a descent algorithm for nonsmooth continuous complementarity problems.
• Unconstrained minimization approaches to nonlinear complementarity problems

Cited in

(8)

• A modified Levenberg-Marquardt method for nonsmooth equations with finitely many maximum functions
• A nonsmooth Levenberg-Marquardt method for vertical complementarity problems
• A globally convergent Levenberg-Marquardt method for equality-constrained optimization
• Improved convergence results for a modified Levenberg-Marquardt method for nonlinear equations and applications in MPCC
• Global convergence of the Levenberg-Marquardt method with Goldstein line search
• A modified nonsmooth Levenberg-Marquardt method for vertical complementarity problem
• Some global convergence properties of the Levenberg-Marquardt methods with line search
• Convergence analysis of nonmonotone Levenberg-Marquardt algorithms for complementarity problem

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Uses Software

• GQTPAR

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